A 124 grain M882 9mm NATO round is not significantly heavier that a 123 grain 7N6 7.62X39. It is significantly heavier than a 62 grain M855 or 55 grain M193 5.56. If the latter is going through a standard wall, the former is, too. The reverse isn't necessarily true.
And anyone who refers to the first part of a Mozambique drill as a double tap is a yahoo you need to reconsider getting training from. Controlled pair.